-1.4%
KHC vs DG
+17.9%
-19.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.6% |
| 7D | -4.8% | -4.8% | 0.0% | -3.9% |
| 30D | +0.3% | +1.8% | -1.5% | -0.2% |
| 3M | +6.7% | +14.5% | -7.8% | +4.3% |
| 6M | +4.2% | -13.6% | +17.7% | +4.6% |
| YTD | +6.7% | -4.8% | +11.6% | +6.9% |
| 1Y | -1.4% | +21.6% | -23.0% | -4.0% |
| All | -1.4% | +17.9% | -19.3% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling